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Wild bootstrap for fuzzy regression discontinuity designs : obtaining robust bias-corrected confidence intervals
He, Yang; Bartalotti, Otávio - 2019
This paper develops a novel wild bootstrap procedure to construct robust bias-corrected (RBC) valid confidence intervals (CIs) for fuzzy regression discontinuity designs, providing an intuitive complement to existing RBC methods. The CIs generated by this procedure are valid under conditions...
Persistent link: https://www.econbiz.de/10012139158
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Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - 2017
Persistent link: https://www.econbiz.de/10011643222
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Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011668139
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Identification of structural vector autoregressions through higher unconditional moments
Guay, Alain - 2020
Persistent link: https://www.econbiz.de/10012319295
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722706
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - 2013
Persistent link: https://www.econbiz.de/10010191280
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Combining interval forecasts
Gaba, Anil; Tsetlin, Ilia; Winkler, Robert L. - 2016 - Revised version of 2014/58/DSC
Persistent link: https://www.econbiz.de/10011577770
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Empirical prediction intervals revisited
Lee, Yun Shin; Scholtes, Stefan - 2013
Persistent link: https://www.econbiz.de/10011536931
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Small sample performance of indirect inference on DSGE models
Le, Vo Phuong Mai; Meenagh, David; Minford, Patrick; … - 2015
Persistent link: https://www.econbiz.de/10010495482
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Maximum likelihood estimation of the Markov chain model with macro data and the ecological inference model
Cate, Arie ten - 2014
Persistent link: https://www.econbiz.de/10011304928